Financial Economics, Macroeconomics, and Econometrics: The Interface - A Framework for Exploring the Macroeconomic Determinants of Systematic Risk
| Year of publication: |
2005
|
|---|---|
| Authors: | Andersen, Torben G. ; Bollereslev, Tim ; Diebold, Francis X. ; Wu, Jin |
| Published in: |
The American economic review. - Nashville, Tenn : American Economic Assoc, ISSN 0002-8282, ZDB-ID 203590x. - Vol. 95.2005, 2, p. 398-404
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